In my group, the players don't really have a problem with blowing lots of money on food, drink, and women. As for things like weapons and armor, constant use degrades them. Armor can be mended only so many times before the damage becomes too bad for the armor to be useful. I give weapons hit points of sorts that are permanently reduced on every 1 rolled during combat on the attack roll. Quite honestly, stuff wears out and was never really meant for the (ab)use that they are put through during a game. Oh and horses! these lovely creatures are fairly costly and can be so easily killed by "a stray arrow during combat", then remind the players that they now must carry what they had loaded on the pack horse or leave it behind - not to mention, stick them with the grain and potentially water that they must carry for the animals as well. Carrying grain for six horses becomes a rather heavy load in itself.
Amonakra